What are the assumptions for PCA?

The assumptions in PCA are: There must be linearity in the data set, i.e. the variables combine in a linear manner to form the dataset. The variables exhibit relationships among themselves.

What is the main goal of PCA?

The main goal of a PCA analysis is to identify patterns in data; PCA aims to detect the correlation between variables. If a strong correlation between variables exists, the attempt to reduce the dimensionality only makes sense.

What is a PCA score?

The principal component score is the length of the diameters of the ellipsoid. In the direction in which the diameter is large, the data varies a lot, while in the direction in which the diameter is small, the data varies litte.

How does SPSS apply factor analysis?

Generally, SPSS can extract as many factors as we have variables. In an exploratory analysis, the eigenvalue is calculated for each factor extracted and can be used to determine the number of factors to extract. A cutoff value of 1 is generally used to determine factors based on eigenvalues.

What is explained variance in PCA?

The explained variance ratio is the percentage of variance that is attributed by each of the selected components. Ideally, you would choose the number of components to include in your model by adding the explained variance ratio of each component until you reach a total of around 0.8 or 80\% to avoid overfitting.

What are the eigenvalues in PCA?

What are Eigenvalues? They’re simply the constants that increase or decrease the Eigenvectors along their span when transformed linearly. Think of Eigenvectors and Eigenvalues as summary of a large matrix. The core of component analysis (PCA) is built on the concept of Eigenvectors and Eigenvalues.

What is the second goal of PCA?

Dimensionality Reduction. The secondary objective of PCA is dimensionality reduction.